Marcellino Gaudenzi

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Exact solutions and approximations for optimal investment strategies and indifference prices
SIAM Journal on Financial Mathematics
2022-05-31Paper
Pricing Ratchet Equity-Indexed Annuities with Early Surrender Risk in a CIR++ Model
North American Actuarial Journal
2019-05-15Paper
Fast binomial procedures for pricing Parisian/ParAsian options
Computational Management Science
2018-10-10Paper
A generalized approach for the modeling of Goodwin-type cycles
Advanced Nonlinear Studies
2016-10-24Paper
The binomial interpolated lattice method for step double barrier options
International Journal of Theoretical and Applied Finance
2014-11-12Paper
The singular points binomial method for pricing American path-dependent options
The Journal of Computational Finance
2014-04-23Paper
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model
Insurance Mathematics \& Economics
2012-02-10Paper
Pricing cliquet options by tree methods
Computational Management Science
2011-06-22Paper
Counting paths on a chessboard with a barrier
Nonlinear Analysis. Hybrid Systems
2010-10-11Paper
Pricing American barrier options with discrete dividends by binomial trees
Decisions in Economics and Finance
2009-11-16Paper
New insights on testing the efficiency of methods of pricing and hedging American options
European Journal of Operational Research
2007-10-18Paper
PRICING AND HEDGING AMERICAN BARRIER OPTIONS BY A MODIFIED BINOMIAL METHOD
International Journal of Theoretical and Applied Finance
2006-08-14Paper
scientific article; zbMATH DE number 2216921 (Why is no real title available?)
 
2005-10-20Paper
A Seven-Positive-Solutions Theorem for a Superlinear Problem
Advanced Nonlinear Studies
2004-10-25Paper
Positive solutions of superlinear boundary value problems with singular indefinite weight
Communications on Pure and Applied Analysis
2004-03-08Paper
Positive solutions of singular boundary value problems with indefinite weight
Bulletin of the Belgian Mathematical Society - Simon Stevin
2004-02-03Paper
An efficient binomial method for pricing American options
Decisions in Economics and Finance
2003-08-06Paper
Existence and multiplicity of positive solutions for boundary value problems of 2D order ODE
Topological Methods in Nonlinear Analysis
2001-07-17Paper
scientific article; zbMATH DE number 1531756 (Why is no real title available?)
 
2001-02-18Paper
Nonselfadjoint 4th order boundary value problems
Nonlinear Analysis: Theory, Methods & Applications
2000-02-03Paper
scientific article; zbMATH DE number 1240827 (Why is no real title available?)
 
1999-09-09Paper
On the number of zeros of solutions of a linear differential equation
Journal of Mathematical Analysis and Applications
1999-05-18Paper
scientific article; zbMATH DE number 1179811 (Why is no real title available?)
 
1999-05-04Paper
scientific article; zbMATH DE number 1195679 (Why is no real title available?)
 
1998-09-01Paper
On the Sturm theorem for \(n\)-th order equations with weight of nonconstant sign
Differential Equations and Dynamical Systems
1998-01-04Paper
scientific article; zbMATH DE number 954416 (Why is no real title available?)
 
1997-11-10Paper
scientific article; zbMATH DE number 954417 (Why is no real title available?)
 
1997-07-30Paper
Fučík spectrum for a third order equation
Journal of Differential Equations
1996-09-18Paper
scientific article; zbMATH DE number 826699 (Why is no real title available?)
 
1996-02-08Paper
Comparison and integral comparison theorems for linear differential equations
Journal of Differential Equations
1995-05-16Paper
scientific article; zbMATH DE number 500994 (Why is no real title available?)
 
1994-07-24Paper
scientific article; zbMATH DE number 89706 (Why is no real title available?)
 
1993-01-16Paper
On the solvability of \(n\)-th order boundary value problems between two eigenvalues
Differential and Integral Equations
1992-10-04Paper
On the comparison of the \(m\)-th eigenvalue for the equation \(Ly+\lambda q(x)y=0\)
Results in Mathematics
1992-06-26Paper
On the Sturm–Picone Theorem for nth Order Differential Equations
SIAM Journal on Mathematical Analysis
1990-01-01Paper
On an Eigenvalue Problem of Ahmad and Lazer for Ordinary Differential Equations
 
1987-01-01Paper


Research outcomes over time


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